CME Japanese Yen Future September 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 0.8975 0.8922 -0.0053 -0.6% 0.9132
High 0.8982 0.8954 -0.0028 -0.3% 0.9181
Low 0.8919 0.8898 -0.0021 -0.2% 0.9002
Close 0.8932 0.8946 0.0015 0.2% 0.9032
Range 0.0063 0.0056 -0.0007 -11.1% 0.0179
ATR 0.0067 0.0066 -0.0001 -1.2% 0.0000
Volume 128 326 198 154.7% 1,111
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 0.9101 0.9079 0.8977
R3 0.9045 0.9023 0.8961
R2 0.8989 0.8989 0.8956
R1 0.8967 0.8967 0.8951 0.8978
PP 0.8933 0.8933 0.8933 0.8938
S1 0.8911 0.8911 0.8941 0.8922
S2 0.8877 0.8877 0.8936
S3 0.8821 0.8855 0.8931
S4 0.8765 0.8799 0.8915
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 0.9607 0.9498 0.9130
R3 0.9429 0.9320 0.9081
R2 0.9250 0.9250 0.9065
R1 0.9141 0.9141 0.9048 0.9106
PP 0.9071 0.9071 0.9071 0.9054
S1 0.8962 0.8962 0.9016 0.8928
S2 0.8893 0.8893 0.8999
S3 0.8714 0.8784 0.8983
S4 0.8536 0.8605 0.8934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9057 0.8898 0.0159 1.8% 0.0053 0.6% 30% False True 131
10 0.9242 0.8898 0.0344 3.8% 0.0061 0.7% 14% False True 187
20 0.9308 0.8898 0.0410 4.6% 0.0067 0.7% 12% False True 277
40 0.9308 0.8736 0.0572 6.4% 0.0065 0.7% 37% False False 194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9192
2.618 0.9101
1.618 0.9045
1.000 0.9010
0.618 0.8989
HIGH 0.8954
0.618 0.8933
0.500 0.8926
0.382 0.8919
LOW 0.8898
0.618 0.8863
1.000 0.8842
1.618 0.8807
2.618 0.8751
4.250 0.8660
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 0.8939 0.8947
PP 0.8933 0.8947
S1 0.8926 0.8946

These figures are updated between 7pm and 10pm EST after a trading day.

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